Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 0.38% | 2.68 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,830 CHF | 133,330 CHF | 99.85% | 99.85% |
16/01/2025 | 0.39% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,271 CHF | 129,771 CHF | 99.67% | 99.67% |
15/01/2025 | 0.40% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,618 CHF | 124,118 CHF | 100.00% | 100.00% |
13/01/2025 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,811 CHF | 123,311 CHF | 100.00% | 100.00% |
10/01/2025 | 0.40% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,478 CHF | 123,978 CHF | 100.00% | 100.00% |
09/01/2025 | 0.41% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,301 CHF | 121,801 CHF | 100.00% | 100.00% |
08/01/2025 | 0.41% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,293 CHF | 122,793 CHF | 100.00% | 100.00% |
07/01/2025 | 0.41% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,180 CHF | 122,680 CHF | 99.61% | 99.61% |
06/01/2025 | 0.40% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,216 CHF | 123,716 CHF | 100.00% | 100.00% |
30/12/2024 | 0.39% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,995 CHF | 129,495 CHF | 98.07% | 98.07% |